See, you need to create .wml files. Specify a index.wml file to be loaded.
For example, your main page URL could be
*www.yoursite.com/mobile/index.wml. From then on, it will be all as per the links. I had once made such site for trial and it worked pretty well in my cell
You can even edit httpd.conf file of apache and make it load .wml files after .htm, .html, etc.